Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies.

Björn Bick Holger Kraft Claus Munk

Published in: Manag. Sci. (2013)

Keyphrases

constrained problems
solving problems
decision making
real world
combinatorial optimization
np complete problems
evolutionary algorithm
optimization problems
constraint propagation
robust optimization
constraint problems
algebraic equations
sparse linear systems
quadratic optimization problems